An investor constructs an optimal-portfolio P with two risky stocks X and Y. The expected rate of return of stock X is 15% and standard deviation is 25% and expected return of stock Y is 12% and standard deviation is 20%. The risk-free rate is 5%. The correlation coefficient between the stocks is 0.15. The optimal-portfolio weights of X and Y are 67.04% and 32.96% respectively.

Compute the expected return and standard deviation of the optimal portfolio.